+392.8%
CPRT vs VT
+215.5%
+177.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.9% |
| 7D | +6.0% | -2.3% | +8.4% | +8.4% |
| 30D | +20.0% | -5.0% | +25.0% | +25.7% |
| 3M | +10.1% | -4.9% | +15.0% | +15.1% |
| 6M | -4.3% | -1.5% | -2.8% | -4.2% |
| YTD | -18.4% | +8.5% | -26.9% | -26.4% |
| 1Y | -20.1% | +11.4% | -31.5% | -30.0% |
| 3Y | -30.4% | +70.1% | -100.5% | -61.6% |
| 5Y | -17.0% | +53.7% | -70.7% | -48.5% |
| All | +392.8% | +215.5% | +177.2% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling